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PRA guideline on IFRS9

Following the PRA’s initial guideline on IFRS9 in the context of COVID19, the regulator has recently published further guidance on the treatment of loans that have been subject to payment deferrals.

PRA Climate Change Stress Testing: Key Requirements

We are publishing a small series on climaterisk. Our first post provides insights on the 2021 PRA climate change stresstest, which outlined the key requirements and modelling approach.